A generalized beta copula with applications in modeling multivariate long-tailed data
| Year of publication: |
2011
|
|---|---|
| Authors: | Yang, Xipei ; Frees, Edward W. ; Zhang, Zhengjun |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 49.2011, 2, p. 265-285
|